A one-factor volatility smile model with closed-form solutions for European options
Anlong Li
| Year of publication: |
1999
|
|---|---|
| Authors: | Li, Anlong |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 5.1999, 2, p. 203-222
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: European financial management |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001415279